| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2011 |
17-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
2,380.00 |
2,388.75 |
8.75 |
0.4% |
2,339.00 |
| High |
2,400.00 |
2,397.75 |
-2.25 |
-0.1% |
2,377.25 |
| Low |
2,377.50 |
2,381.25 |
3.75 |
0.2% |
2,333.00 |
| Close |
2,389.25 |
2,390.75 |
1.50 |
0.1% |
2,375.50 |
| Range |
22.50 |
16.50 |
-6.00 |
-26.7% |
44.25 |
| ATR |
24.84 |
24.25 |
-0.60 |
-2.4% |
0.00 |
| Volume |
164 |
176 |
12 |
7.3% |
556 |
|
| Daily Pivots for day following 17-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,439.50 |
2,431.50 |
2,399.75 |
|
| R3 |
2,423.00 |
2,415.00 |
2,395.25 |
|
| R2 |
2,406.50 |
2,406.50 |
2,393.75 |
|
| R1 |
2,398.50 |
2,398.50 |
2,392.25 |
2,402.50 |
| PP |
2,390.00 |
2,390.00 |
2,390.00 |
2,392.00 |
| S1 |
2,382.00 |
2,382.00 |
2,389.25 |
2,386.00 |
| S2 |
2,373.50 |
2,373.50 |
2,387.75 |
|
| S3 |
2,357.00 |
2,365.50 |
2,386.25 |
|
| S4 |
2,340.50 |
2,349.00 |
2,381.75 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,494.75 |
2,479.25 |
2,399.75 |
|
| R3 |
2,450.50 |
2,435.00 |
2,387.75 |
|
| R2 |
2,406.25 |
2,406.25 |
2,383.50 |
|
| R1 |
2,390.75 |
2,390.75 |
2,379.50 |
2,398.50 |
| PP |
2,362.00 |
2,362.00 |
2,362.00 |
2,365.75 |
| S1 |
2,346.50 |
2,346.50 |
2,371.50 |
2,354.25 |
| S2 |
2,317.75 |
2,317.75 |
2,367.50 |
|
| S3 |
2,273.50 |
2,302.25 |
2,363.25 |
|
| S4 |
2,229.25 |
2,258.00 |
2,351.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,400.00 |
2,345.75 |
54.25 |
2.3% |
19.00 |
0.8% |
83% |
False |
False |
315 |
| 10 |
2,400.00 |
2,314.50 |
85.50 |
3.6% |
20.00 |
0.8% |
89% |
False |
False |
209 |
| 20 |
2,400.00 |
2,245.75 |
154.25 |
6.5% |
26.50 |
1.1% |
94% |
False |
False |
181 |
| 40 |
2,400.00 |
2,202.50 |
197.50 |
8.3% |
25.25 |
1.1% |
95% |
False |
False |
154 |
| 60 |
2,400.00 |
2,114.00 |
286.00 |
12.0% |
18.75 |
0.8% |
97% |
False |
False |
107 |
| 80 |
2,400.00 |
2,092.50 |
307.50 |
12.9% |
15.00 |
0.6% |
97% |
False |
False |
81 |
| 100 |
2,400.00 |
1,966.75 |
433.25 |
18.1% |
13.00 |
0.5% |
98% |
False |
False |
65 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,468.00 |
|
2.618 |
2,441.00 |
|
1.618 |
2,424.50 |
|
1.000 |
2,414.25 |
|
0.618 |
2,408.00 |
|
HIGH |
2,397.75 |
|
0.618 |
2,391.50 |
|
0.500 |
2,389.50 |
|
0.382 |
2,387.50 |
|
LOW |
2,381.25 |
|
0.618 |
2,371.00 |
|
1.000 |
2,364.75 |
|
1.618 |
2,354.50 |
|
2.618 |
2,338.00 |
|
4.250 |
2,311.00 |
|
|